+726.6%
BR vs ALM
+7,705.7%
-6,979.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.4% |
| 7D | -5.3% | -2.6% | -2.7% | -5.3% |
| 30D | +6.4% | +32.0% | -25.6% | +6.4% |
| 3M | +13.6% | -15.0% | +28.7% | +13.7% |
| 6M | -6.7% | -10.1% | +3.4% | -6.7% |
| YTD | -21.1% | +99.4% | -120.5% | -21.2% |
| 1Y | -29.6% | +316.4% | -345.9% | -29.7% |
| 3Y | -2.4% | +2,022.0% | -2,024.4% | -2.8% |
| 5Y | +11.2% | +941.2% | -929.9% | +10.8% |
| 10Y | +191.8% | +2,950.3% | -2,758.6% | +190.5% |
| All | +726.6% | +7,705.7% | -6,979.1% | +724.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling